+15.2%
PCG vs KMX
+392.6%
-377.4%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.1% | +0.5% | +0.7% |
| 7D | -0.5% | +1.5% | -2.0% | -0.6% |
| 30D | +0.8% | +3.0% | -2.2% | +0.3% |
| 3M | -22.0% | -7.8% | -14.2% | -21.5% |
| 6M | -17.1% | +34.3% | -51.4% | -20.2% |
| YTD | -16.9% | +40.2% | -57.1% | -20.8% |
| 1Y | -19.1% | +63.0% | -82.0% | -24.4% |
| 3Y | -19.4% | -14.5% | -5.0% | -20.5% |
| 5Y | +9.0% | -64.3% | +73.3% | +16.3% |
| 10Y | -76.2% | +2.8% | -78.9% | -77.3% |
| All | +15.2% | +392.6% | -377.4% | -0.6% |
Cumulative growth
Daily Returns
Daily percentage return beside KMX.
Daily Out/Under-Performance
Portfolio return minus KMX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KMX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded KMX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling